Client Management Advisory Notice
 | 
To Clearing Firm Back Office Managers, Systems Managers
From Client Management
Subject Enhancements to CME EDIT File layout to incorporate the listing of OneChicago futures products
Effective Date 09/13/02
Notice Number CM#0275

Chicago Mercantile Exchange has made enhancements to our EDIT File layout to incorporate the listing of OneChicago futures products in the related firm and contract records. There are two key features:

  1. Cross-referencing of OneChicago 6-byte and CME 2-byte product codes -- For example, CME code MS is really OneChicago code MSFT1C.
  2. Cross-referencing of CBOE firms to the CME internal firm numbers -- A CME firm 124 may be CBOE firm number 122. So, if you want to give-up a OneChicago trade to CBOE firm 122, you have to specify firm 124. A complete listing that cross-references the CBOE firm numbers to the internal firm numbers at the CME will be available on our CME web site at:

http://www.cme.com/clr/clring/securtyfut/clearinfo1508.html

 

Access to the New EDIT File

We intend to implement this new version of the EDIT file, close to the launch date. However, we can provide firms with a test version of this new EDIT file after Monday, September 16th. A test copy will be placed in the FTP sub-directory of each firm that currently receives the EDIT file, FXXX.CMEDATA.EDIT.ONETEST, where XXX represents the clearing firm number. In addition, with every test cycle, we'll publish the file on the Internet in ftp.cme.com/pub/span/data/cme/one named as follows:

cme.one.yyyymmdd.s.edit.txt inside a file named cme.one.yyyymmdd.s.edit.zip where yyyymmdd is the business date of the test.

EDIT File Layout Changes

Record type "20" -- Firm Record

 

Position 25: Firm Markets: New value of "4" -- OneChicago products.  

Position 26-30: External Exchange -- CBOE

Position 31-35: External Firm --CBOE firms with whom CME firms can do cross-exchange give-ups of OneChicago products. This is the true firm number at CBOE.

Record type "50" -- Futures Commodities Traded Record

Position 18: Market Indicator - New value of "4" -- OneChicago products.

Positions 31-40: Expanded Product Code � The full, up-to-six-byte ITC-standard product code for ONE products.

Record type "60" -- Valid Futures Contracts

Positions 31-40: Expanded Product Code � The full, up-to-six-byte ITC-standard product code for ONE products.

A link to the complete layout is included with this document. Click below for CME Edit Layout   .

If you have any questions concerning this layout, please contact Client Management at (312)930 4524 or (312) 338 2088. Thank you.